this might help (I'm assuming you're on Windows):
why don't you open the root folder in file explorer, I mean, the folder one level above where all .azw and .pdf are located, then do a search for * (wildcard).
that will list all files and you can sort them by type.
then you can select the files you want to add and drag them over onto calibre in the taskbar, until calibre window takes focus and becomes active, then drop it
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